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Identifiability of Compound Poisson Distributions [PDF]
Scandinavian Actuarial Journal, 1983 Compound Poisson distributions (CPD's) are frequently used as alternatives in studying situations where a simple Poisson model is found inadequate to describe.
Panaretos, John, Xekalaki, Evdokia
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Comparing Compound Poisson Distributions by Deficiency: Continuous-Time Case
Mathematics, 2022 In the paper, we apply a new approach to the comparison of the distributions of sums of random variables to the case of Poisson random sums. This approach was proposed in our previous work (Bening, Korolev, 2022) and is based on the concept of ...
Vladimir Bening, Victor Korolev
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Inequalities for Multivariate Compound Poisson Distributions
Annals of Probability, 1988 Let \(\{Q_ t\); \(t\geq 0\}\) be a one-parameter Poisson family. Let \({\mathcal A}=\{A:\) \(A\subseteq \{1,2,...,n\}\}\), n positive integer, and t(A) be a number associated with \(A\in {\mathcal A}\). Let \(\{Z_ A:\) \(A\in {\mathcal A}\}\) be independent random variables with \(Z_ A\) distributed according to \(Q_{t(A)}\). Define \(x=(x_ 1,...,x_ n)\
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Optimal control of compound Poisson processes [PDF]
ITM Web of Conferences, 2022 The problem of controlling a compound Poisson process until it leaves an interval is considered. This type of problem is known as a homing problem. To determine the value of the optimal control, we must solve a nonlinear integro-differential equation ...
Lefebvre Mario
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On Some Stationary INAR(1) Processes with Compound Poisson Distributions
Revstat Statistical Journal, 2023 Aly and Bouzar ([2]) used the backward approach in presence of the binomial thinning operator to construct underdispersed stationary first-order autoregressive integer valued (INAR (1)) processes.
Emad-Eldin A. A. Aly, Nadjib Bouzar
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A Deep Neural Network Approach to Solving for Seal’s Type Partial Integro-Differential Equation
Mathematics, 2022 In this paper, we study the problem of solving Seal’s type partial integro-differential equations (PIDEs) for the classical compound Poisson risk model.
Bihao Su, Chenglong Xu, Jingchao Li
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On Poisson–Tweedie mixtures [PDF]
, 2017 Poisson-Tweedie mixtures are the Poisson mixtures for which the mixing measure is generated by those members of the family of Tweedie distributions whose support is non-negative.
Paris, Richard B. +1 more
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Statistical Properties and Different Estimation Procedures of Poisson–Lindley Distribution
Journal of Statistical Theory and Applications (JSTA), 2021 In this paper, we propose a new class of distributions by compounding Lindley distributed random variates with the number of variates being zero-truncated Poisson distribution.
Mohammed Amine Meraou, Mohammad Z. Raqab
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Compositions of Poisson and Gamma processes
Modern Stochastics: Theory and Applications, 2017 In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes.
Khrystyna Buchak, Lyudmyla Sakhno
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MANAGING HEART RELATED DISEASE RISKS IN BPJS KESEHATAN USING COLLECTIVE RISK MODELS
Media Statistika, 2023 BPJS Kesehatan is a legal entity established to administer the health service program using the insurance system. Heart related diseases is a disease with the largest coverage cost in Indonesia.
Gede Ary Prabha Yogesswara +2 more
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